-29.4%
TSCO vs HWM
+5.4%
-34.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.5% | +4.4% |
| 7D | +15.7% | +9.4% | +6.3% | +15.1% |
| 30D | +16.4% | -7.0% | +23.4% | +16.4% |
| 3M | +11.2% | -25.9% | +37.1% | +13.0% |
| 6M | +14.9% | -10.8% | +25.7% | +11.7% |
| YTD | -25.4% | +4.3% | -29.7% | -28.4% |
| 1Y | -29.4% | +4.4% | -33.8% | -30.0% |
| All | -29.4% | +5.4% | -34.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling